+391.7%
APP vs AVTR
-53.9%
+445.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.7% | +2.7% |
| 7D | +0.9% | +2.7% | -1.8% | -0.1% |
| 30D | -23.3% | +12.1% | -35.3% | -26.2% |
| 3M | -42.6% | +57.2% | -99.9% | -51.8% |
| 6M | -33.6% | +73.1% | -106.7% | -46.3% |
| YTD | -52.4% | +30.6% | -83.1% | -57.7% |
| 1Y | -35.9% | +13.5% | -49.4% | -42.2% |
| 3Y | +642.2% | -31.0% | +673.2% | +675.5% |
| 5Y | +311.1% | -63.2% | +374.3% | +582.6% |
| All | +391.7% | -53.9% | +445.6% | +549.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling